Senior Quantitative Analyst
Buenos Aires, Argentina
Gaston Romeo has more than 15 years of experience in quantitative solutions, mathematical modeling, numerical simulation, artificial intelligence, data science, and programming endeavors for top tier financial institutions & global analytics companies, national councils, and scientific collaborations worldwide. He has led multiple projects within the banking industry as part of model validation, corporate model risk, and front office group. Romeo’s particular areas of model expertise are credit risk models, including CECL/IFRS 9 (various vendor models), ALM, market risk, and stress testing.
Market Risk, Credit and Prepayment Risk, Asset Liability Management (ALM), Stress Testing, Model Risk, CECL / IFRS 9
Ph.D. in physics from the University of Buenos Aires, Argentina
M.S. in physics from the University of Buenos Aires, Argentina